I want to calculate the following equation: $$\frac{\theta \Gamma \left(\kappa+1,\frac{o}{\theta }\right)-o \Gamma \left(\kappa,\frac{o}{\theta }\right)}{\Gamma (\kappa)}+o+s$$ with $s>0, o>0, \kappa>0, \theta>0$ and in which $\Gamma(\kappa,x)$ represents the upper incomplete gamma function and $\Gamma(\kappa)$ the (true) gamma function.
My current implementation of this equation in c++ using boost tgamma returns an overflow for large $\kappa$ values. Is there a way to transform this equation?
This should be obvious, but the first thing you should try is to use the
normalized incomplete gamma function $Q(a,x)=\frac{\Gamma(a,x)}{\Gamma(a)}$
for the two summands in the numerator of your fraction (for the first you have to add one recurrence step for $k+1$). In Boost $Q(a,x)$ is called gamma_q.
Using the recurrence step and the normalized incomplete gamma function definition I simplified the formula to:
$$\theta e^{k \log \left(\frac{o}{\theta }\right)-\frac{o}{\theta }- \ln{\Gamma (\kappa)}} +\theta \kappa Q \left(\kappa,\frac{o}{\theta }\right)-o Q \left(\kappa,\frac{o}{\theta }\right)+o+s$$
In this equation $Q$ stands for the normalized upper incomplete gamma function ( gamma_q in boost): $$Q_{\kappa,x}=\frac{\Gamma(\kappa,x)}{\Gamma(\kappa)}$$
The $ln(\Gamma(\kappa))$ can be implemented by using lgamma in boost which so far gives me no overflow error for large $\kappa$ values.
Thanks for your support
